Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52142.43 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47994.51 Kr¶

PnL: ---------------------------------------> -937.49 Kr¶

DD now: ---------------------------------> -1.841 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:53:16.687424'

Anic Portfolio¶

Today¶

Return: -0.237 %¶

This Week¶

Return: -0.332 %¶

Total portfolio value¶

Return including deposits: 70.701 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -1.970000 2261.000000 82.000000 3.760000 2179.000005
Embracer Group B 26 2.280000 733.460000 71.460000 10.790000 661.999988
BHG Group 49 2.120000 708.050000 69.050000 10.810000 638.999984
Vitrolife 3 0.170000 725.400000 48.400000 7.150000 677.000001
Xvivo Perfusion 3 0.680000 886.500000 41.500000 4.910000 845.000001
Biotage 4 0.820000 638.000000 35.000000 5.800000 603.000000
SynAct Pharma 9 1.220000 669.600000 24.600000 3.810000 645.000003
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Profoto Holding 7 2.380000 602.000000 20.000000 3.440000 581.999999
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Latour B 2 -0.900000 441.000000 -8.000000 -1.780000 449.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC B 7 -0.110000 644.700000 -9.300000 -1.420000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Fortnox 10 1.450000 658.200000 -9.800000 -1.470000 668.000000
Investor B 3 -0.320000 645.300000 -12.700000 -1.930000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
BONESUPPORT HOLDING 10 -0.740000 1205.000000 -19.000000 -1.550000 1224.000000
Nolato B 12 0.190000 628.200000 -19.800000 -3.060000 648.000000
Indutrade 5 -0.190000 1296.500000 -23.500000 -1.780000 1320.000000
SCA A 4 -1.910000 575.200000 -23.800000 -3.970000 599.000000
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.320000 553.000000 -58.000000 -9.490000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
Investor A 16 -0.230000 3433.600000 -111.400000 -3.140000 3545.000000
Sedana Medical 135 -2.450000 4185.000000 -146.000000 -3.370000 4330.999935
New Wave B 40 -0.200000 3737.600000 -178.400000 -4.560000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 47994.510000 -937.490000 -1.84095% 48931.999868

Updated:¶

'2023-06-16 09:53:34.184218'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶